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Data:
1825038.884 1833613.892 1841394.72 1846337.44 1846636.388 1848811.284 1854308.593 1859350.416 1863607.22 1863388.804 1868989.752 1873914.588 1879476.484 1881890.112 1887876 1890047.544 1893926.44 1895770.997 1894421.904 1893706.254 1895605.776 1898112.398 1901613.42 1903930.829 1904289.602 1901999.557 1900014.128 1894917.434 1888508.093 1883619.003 1877283.62 1869974.201 1858123.397 1844272.642 1822554 1805879.069 1783907.497 1764566.857 1743482.568 1726096.716 1715969.003 1702842.305 1695021.725 1689012.144 1682883.508 1677154.503 1675730.25 1672366.24 1671357.696 1670452.852 1675419.584 1682598.123 1694500.993 1689506.036 1688232.462 1686699.613 1685946.434 1690390.023 1692809.166 1696766.76
Seasonal Period
12
12
1
2
3
4
6
12
Chart options
R Code
par1 <- as.numeric(par1) n <- length(x) sx <- sort(x) load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Variance Reduction Matrix',6,TRUE) a<-table.row.end(a) for (bigd in 0:2) { for (smalld in 0:3) { mylabel <- 'V(Y[t],d=' mylabel <- paste(mylabel,as.character(smalld),sep='') mylabel <- paste(mylabel,',D=',sep='') mylabel <- paste(mylabel,as.character(bigd),sep='') mylabel <- paste(mylabel,')',sep='') a<-table.row.start(a) a<-table.element(a,mylabel,header=TRUE) myx <- x if (smalld > 0) myx <- diff(myx,lag=1,differences=smalld) if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd) a<-table.element(a,var(myx)) a<-table.element(a,'Range',header=TRUE) a<-table.element(a,max(myx)-min(myx)) a<-table.element(a,'Trim Var.',header=TRUE) smyx <- sort(myx) sn <- length(smyx) a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyx<quantile(smyx,0.95)])) a<-table.row.end(a) } } a<-table.end(a) table.save(a,file='mytable.tab') bitmap(file='pic0.png') op <- par(mfrow=c(2,2)) plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0') plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0') plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1') plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1') par(op) dev.off()
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Big Analytics Cloud Computing Center
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